Constrained Solutions of a System of Matrix Equations

摘要

This report presents a technique for constrained solution of a system of matrix equations which arises in the problem of pole placement with static dissipative output feedback. Previously developed necessary conditions for the existence of a solution are shown to be sufficient as well. A minimax approach is presented to determine a feasible coefficient vector that satisfies these conditions. A procedure to construct the desired solution matrix, based on minimax programming techniques, is detailed. Numerical examples are presented to illustrate the application of this approach.